ML/NJ
It works great for people using public machines.
It's considered an advantage when you are concerned about nasties that might creep in.
Some experts recommend, for instance, only doing your web-browsing on a live Linux image that doesn't retain any state. Even if you were to come across a website that transmitted malware that was persistent, it would be gone the next time you reboot.
Now that my memory has been jogged, the Puppy Linux distribution also has a native persistence feature.